Inclusion Criteria:

• Outpatient, diagnosed with MDD as defined by the DSM-IV-TR and supported by the MINI-KID.
• Diagnosis of moderate or greater severity of MDD as determined by CDRS-R with a total score greater than or equal to 40 at screen, and randomization and a CGI-Severity rating of greater than or equal to 4 at screen, and randomization.
• Female patients must test negative for pregnancy during screening.
• Judged to be reliable by the investigator to keep all appointments for clinical visits, tests, and procedures required by the protocol.
• Has a degree of understanding such that they can communicate intelligently with the investigator and study coordinator.
• Capable of swallowing study drug whole. It is anticipated the patients will need to swallow up to 6 capsules per day.
• Patients must have venous access sufficient to allow blood sampling and are compliant with blood draws as per the protocol.

Exclusion Criteria:

• Children of site personnel directly affiliated with this study and/or their immediate families.
• Children of Lilly employees or employees of the designated CRO assisting with the conduct of the study.
• Have received treatment within the last 30 days with a drug that has not received regulatory approval for any indication at the time of study entry.
• Have a current or previous diagnosis of bipolar disorder, psychotic depression, schizophrenia or other psychotic disorder, anorexia, bulimia, obsessive compulsive disorder, or pervasive development disorder, as judged by the investigator.
• Have a history of DSM-IV-TR-defined substance abuse or dependence within the past year, excluding caffeine and nicotine.
• Have a current primary DSM-IV-TR Axis I disorder other than MDD or a current secondary DSM-IV-TR Axis I disorder that requires any pharmacologic treatment
• Have 1 or more first-degree relatives with diagnosed bipolar I disorder.
• Have a significant suicide attempt within 1 year of screening or are currently at risk of suicide in the opinion of the investigator.
• Have a weight less than 20 kg at screening.
• Have a lack of response to 2 or more adequate treatment trials of antidepressants at a clinically appropriate dose for a minimum of 4 weeks for the same MDD episode.
• Have initiated, stopped, or changed the type or intensity of psychotherapy within 6 weeks prior to screening.
• Have a history of seizure disorder (other than febrile seizures).
• Have a history of electroconvulsive therapy within 1 year of screening.
• Have had treatment with a monoamine oxidase inhibitor within 14 days or fluoxetine within 30 days of randomization; or the potential need to use an MAOI during the study or within 5 weeks of discontinuation of study drug.
• Have previously enrolled, completed, or withdrawn from this study or any other study investigating duloxetine or fluoxetine.
• Have a positive urine drug screen for any substances of abuse or excluded medication.
• Are taking any excluded medications that cannot be discontinued by screening.
• Have known hypersensitivity to duloxetine, fluoxetine, or their inactive ingredients; or have frequent or severe allergic reactions to multiple medications.
• Have uncontrolled narrow-angle glaucoma.
• Have acute liver injury or severe cirrhosis.
• Have a serious or unstable medical illness, psychological condition, or clinically significant laboratory or ECG result that, in the opinion of the investigator, would compromise participation in the study or be likely to lead to hospitalization.
• Have abnormal thyroid-stimulating hormone concentration.
• Have initiated or discontinued hormone therapy within the previous 3 months.
• Female patients who are either pregnant, nursing or have recently given birth.
• Need to use thioridazine during the study or within 5 weeks after discontinuation of study drug or need to use pimozide during the study.